If the missing file have been mirrored :
You will have to add some code (javascript) if it is a html
drop down menu,
You will have to modify the html code if it is a form based
menu.
If it is a css or a javascript drop down menu you will have
to use an browser identity option and eventually analyse the
code so that the mirror can work

If the missing files have not been mirrored, you will have
to add their URLs in the addresses to mirror or in the scan
rules.